+50.7%
TEL vs CMS
+26.5%
+24.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -1.4% | +1.2% | -2.7% | -1.7% |
| 30D | -4.9% | -3.2% | -1.7% | -4.2% |
| 3M | +0.1% | -2.2% | +2.3% | +0.2% |
| 6M | +0.4% | -9.4% | +9.8% | +2.5% |
| YTD | -8.9% | +0.7% | -9.6% | -9.5% |
| 1Y | -0.3% | +0.4% | -0.7% | -1.1% |
| 3Y | +67.6% | +35.2% | +32.4% | +48.6% |
| 5Y | +50.7% | +24.1% | +26.5% | +32.9% |
| All | +50.7% | +26.5% | +24.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling